A daily, multi-asset, momentum-driven system that goes 3x long on SPY/QQQ/S MH via SPXL/TQQQ/SOXL on favorable RSI signals, hedges with UVXY on overheated momentum, and uses a Bond Market Check to modulate risk. High-risk, high-variance strategy with concentrated bets and daily rebalancing.

Daily decision engine with three 'Double Pop Bot' modules (SPY, QQQ, SMH). Each module looks at momentum in the corresponding ultra-levered ETF (SPXL, TQQQ, SOXL) using RSI indicators over short windows (10 and 20 days) to decide whether to go long the levered exposure or hedge with UVXY when momentum is overheated (RSI > 80). If momentum is not overheated (RSI not above 80) and the RSI is weak (e.g., below 30), the module still targets the levered ETF for potential upside. There are nested checks that also factor in other assets (e.g., bond proxies like TMF, IEF, TL T, BIL, SPY, BND) to keep track of the broader risk environment and shift exposure accordingly. A separate Bond Market Check evaluates relative strength among bond-related instruments (e.g., IEF vs TL T, short-term vs long-term Treasuries) and can steer allocation toward bond-oriented vehicles or maintain equity exposure. The system uses a fixed 100% allocation to the selected asset (weight 100/100) within each signal path, effectively concentrating bets rather than diversifying across multiple assets in that moment. Rebalancing occurs daily, so positions adapt to new signals each trading day. The approach aims to capture significant upside with leverage on confirmed momentum while monitoring risk via volatility hedges and bond-market signals, but it can incur substantial volatility and drawdowns due to the use of 3x leveraged ETFs and UVXY, especially during regime shifts or rapid market reversals.

Out-of-sample shows ~56% annualized returns vs SPY ~21%, with Calmar ~1.58 and solid risk-adjusted profile. Higher upside and hedges offer compelling growth relative to the S&P 500, albeit with larger drawdowns.